A dense, rule-based rotation system across many assets and themes (momentum, volatility hedges, regime signals) that daily selects a small set of long/hedged positions from groups like VIX-based ETFs, tech proxies, bonds, and rotation bets (e.g., KMLM switcher). It uses multiple lookbacks and conditions (momentum, strength, volatility, drawdown) and applies risk checks before allocating weights, then rebalances frequently to adapt to changing market regimes.

How it works in plain language: 1) The system looks at many assets (stocks, tech proxies, volatility hedges, and some bond-like funds) and runs a lot of quick checks that measure price momentum, volatility, and relative strength. It doesn’t rely on one signal; it uses many signals at once. 2) Each signal pushes assets into small groups or pools (for example, a VIX/UVIX group, a tech group with TECL or SOXX, a bear/short group using SQQQ or UVXY, and a “rotator” group that picks top/bottom from a short list). 3) From each group, the algorithm selects a handful of candidates (top or bottom performers by the chosen metric) using simple criteria like “highest momentum” or “lowest/highest volatility.” 4) It then combines these picks into a final daily/near-daily lineup, often with explicit weights (how much of the portfolio to allocate to each pick). 5) Before believing the picks, it runs risk checks (for example, how much the portfolio could have drawn down in the past, or whether volatility conditions warrant hedges). If risks look high, some signals are deprioritized or hedges are increased. 6) The whole process repeats each day, so the portfolio can shift toward different market regimes (rising equities, volatility spikes, or protection when risk gauges are high). 7) The “KMLM switcher” and related blocks are designed to pivot exposure between particular theme baskets (including KMLM-oriented rotations) and to fuse in “Crypto Juice” style pops as a separate layer of ideas. The end result is a dense, rule-based, multi-theme portfolio that tries to balance opportunity with risk by rotating among many signals and asset classes rather than sticking to a single theme.

Multi-signal, regime-adapting rotation with hedges. Out-of-sample return ~155% vs SPY ~29%; beta ~0.74 lowers market exposure; Calmar ~6.7 signals strong risk-adjusted upside, despite higher drawdowns vs SPY. Sharpe ~1.90 vs SPY 2.47.